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Limit theorems for additive functionals of the fractional Brownian motion - MaRDI portal

Limit theorems for additive functionals of the fractional Brownian motion (Q6045519)

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scientific article; zbMATH DE number 7690056
Language Label Description Also known as
English
Limit theorems for additive functionals of the fractional Brownian motion
scientific article; zbMATH DE number 7690056

    Statements

    title
    Limit theorems for additive functionals of the fractional Brownian motion (English)
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    author
    Arturo Jaramillo
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    Ivan Nourdin
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    David Nualart
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    Giovanni Peccati
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    publication date
    31 May 2023
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    zbMATH Keywords
    additive functionals
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    Clark-Ocone formula
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    fractional Brownian motion
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    limit theorems
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    local times
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    Identifiers

    arXiv ID
    2107.14294
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    DOI
    10.1214/22-aop1612
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    Mathematics Subject Classification ID
    62E17
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    60F05
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    60G22
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    60J55
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    60H07
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    zbMATH DE Number
    7690056
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    Wikidata QID
    Q122954962
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    OpenAlex ID
    W3192316242
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